A theory of robust long-run variance estimation (Q289220)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A theory of robust long-run variance estimation |
scientific article |
Statements
A theory of robust long-run variance estimation (English)
0 references
27 May 2016
0 references
heteroskedasticity and autocorrelation consistent (HAC) variance estimation
0 references
bias
0 references
qualitative robustness
0 references
functional central limit theorem
0 references
0 references
0 references
0 references
0 references
0 references
0 references
